What's their fee structures?
Thanks a lot Robert!
2009/8/30 Robert A LaBudde r...@lcfltd.com
http://www.statistics.com/ for online courses without college credit,
taught by well known faculty typically using their own books.
At 01:50 AM 8/31/2009, Luna Laurent wrote:
Hi all,
I am
Hi all,
Could anybody give me some pointers to good job sites for
statistician/datamininer and machine learners?
Thanks a lot!
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
Hi
STATISTICA has a function called Two-way joining (see
http://www.statsoft.com/TEXTBOOK/stcluan.html#twotwo) and the
reference material states that this is based on the method as
published by Hartigan (found this paper:
http://www.jstor.org/pss/2284710 through wikipedia).
What is the
http://www.statistics.com/ for online courses without college credit,
taught by well known faculty typically using their own books.
At 01:50 AM 8/31/2009, Luna Laurent wrote:
Hi all,
I am looking for low cost online education in statistics. I am thinking of
taking online classes on time
Hi all How can I un subscrive this forum?
2009/8/31 Schalk Heunis schalk.heu...@enerweb.co.za
Hi
STATISTICA has a function called Two-way joining (see
http://www.statsoft.com/TEXTBOOK/stcluan.html#twotwo) and the
reference material states that this is based on the method as
published by
Steve,
That doesn't work.
I just trained an SVM with 80 variables.
svm_model$coefs gives me a list of 10,000 items. My training set is
30,000 examples of 80 variables, so I have no idea what the 10,000 items
represent.
There should be some attribute that lists the weights for each of the
Oscar Bayona wrote:
Hi all How can I un subscrive this forum?
By following the instructions on
https://stat.ethz.ch/mailman/listinfo/r-help
--
O__ Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) --
Hi
r-help-boun...@r-project.org napsal dne 29.08.2009 21:49:54:
On Sat, Aug 29, 2009 at 8:14 PM, njhuang86njhuan...@yahoo.com wrote:
Hey guys,
I was wondering how to create this sequence: 1, 2, 3, 1, 2, 3, 1, 2,
3, 1,
2, 3... with the '1, 2, 3' repeated over 10 times.
rep(1:3,10)
Hi Tim,
I don't know the answer to your problem, but I do know that you might
consider reposting this question to the r-sig-geo mailing list. There
you will find a geographically oriented audience, which will probably
lead to better and faster answers.
cheers,
Paul
Tim Clark wrote:
Dear
On Mon, 31 Aug 2009, Noah Silverman wrote:
Steve,
That doesn't work.
I just trained an SVM with 80 variables.
svm_model$coefs gives me a list of 10,000 items. My training set is 30,000
examples of 80 variables, so I have no idea what the 10,000 items represent.
Presumably, the
Hello
And sorry for the brief highjacking.
On 8/31/09, Charlie Sharpsteen ch...@sharpsteen.net wrote:
The tikzDevice translates R graphics instructions into a LaTeX-friendly
format that can be included directly into documents where the font used in
the figure will match that used in the
LA == Liviu Andronic landronim...@gmail.com
on Sun, 30 Aug 2009 11:59:52 +0100 writes:
LA Hello,
LA On 8/30/09, Uli Kleinwechter ulikleinwech...@yahoo.com.mx wrote:
contributing to your poll: Also Emacs+ESS on Linux.
LA Could someone give a brief and subjective
Hi John,
Has a test for bimodality been implemented in R?
You may find the code at the URL below useful. It was written by Jeremy
Tantrum (a PhD of Werner Stuetzle's). Amongst other things there is a
function to plot the unimodal and bimodal Gaussian smoothers closest to the
observed data. A
Hi,
My query is regarding permutation test and reshuffling of genotype/phenotype
data
I have been using the haplo.stats package of R. for haplotype analysis and I
would like to perform an analysis which I'm requesting your advice.
I have a data set of individuals genotyped for 12 SNP and a
(Ted Harding) wrote:
On 29-Aug-09 17:51:54, diegol wrote:
Max Kuhn wrote:
Perhaps this is obvious, but Ive never understood why this is the
general convention:
An opening curly brace should never go on its own line;
I tend to do this:
f - function()
{
if (TRUE)
{
cat(TRUE!!\n)
Hi,
i want to pick up your last method and add that about 10% of r_ij are
greater than 0.9 could mean for example that there is a cluster of
about sqrt(1000) variables that are highly correlated.
But first let us note, that there is no canonical meaning for the
randomness of a random correlation
Liviu Andronic wrote:
Could someone give a brief and subjective overview of ESS. I notice
that many people use it, and many describe it as the tool for the
power user. As far as I'm concerned, I've once again looked at Emacs
(after couple of years) and I still don't feel like using it for my
Payam Minoofar payam.minoo...@meissner.com writes:
I have managed to format my data into a single datframe consisting of two
AsIs response and predictor dataframes in order to supply the plsr command of
the pls package for principal components analysis.
When I execute the command, however,
2009/8/31 David Scott d.sc...@auckland.ac.nz
I think this discussion is valuable, and have previously asked about style
which I think is very important. Base R does suffer from very inconsistent
naming and as I think Duncan said it makes it very difficult sometimes to
remember names when
Hi,
Maybe the parser package can help you building such a code beautifier:
require( parser )
data - attr( parser( /tmp/code.R ), data )
head( subset( data, terminal ), 5 )
line1 col1 byte1 line2 col2 byte2 token id parent token.desc
terminaltext
1 10 0 1
baptiste auguie wrote:
2009/8/31 David Scott d.sc...@auckland.ac.nz
I think this discussion is valuable, and have previously asked about style
which I think is very important. Base R does suffer from very inconsistent
naming and as I think Duncan said it makes it very difficult sometimes to
Dear Liviu,
Following the links Martin has sent, would be my recommendation, as well.
In addition: From my point of view the great advantage of Emacs+ESS is that you
can send your code from the editor to the R process. Furthermore, the
possibilities of navigating within the text using
Hello,
After putting together interaction code that worked for a single pair of
interactions, when I try to evaluate two pairs of interactions(
flowers*gopher, flowers*rockiness) my computer runs out of memory, and the
larger desktop I use just doesn't go anywhere after about 20 minutes.
Is it
On 30-Aug-09 16:24:08, Emmanuel Charpentier wrote:
Le dimanche 30 août 2009 Ã_ 18:43 +0530, Ajay Shah a écrit :
Folks,
I have this code fragment:
set.seed(1001)
x - c(0.79211363702017, 0.940536712079832, 0.859757602692931,
0.82529998629531, 0.973451006822,0.92378802164835,
Use Rprof on a small sample and determine where the time is being
spent. Do some periodic gc() or memory.size() to see how fast you are
using up memory. Do an object.size on all your objects to see see how
be they are. This would help in the determination of the problem.
On Mon, Aug 31, 2009
Considering these new insights from Romain and Duncan, a good project might
be to revisit package.skeleton, using the parser package. This reminds me of
a recent proposal of parsing Rd files to convert them into roxygen tags in
the source code.
Thanks for the input,
baptiste
2009/8/31 Duncan
Rolf Turner wrote:
On 31/08/2009, at 9:40 AM, John Sansom wrote:
Has a test for bimodality been implemented in R?
Doing RSiteSearch(test for bimodality) yields one hit,
which points to
http://finzi.psych.upenn.edu/Rhelp08/2008-September/173308.html
It looks like it might be *some* help to
Most books on R I come across describe running statistical procedures in R.
Any suggestions on a good book that teaches *programming* in R?
Thanks,
Anjan
--
=
anjan purkayastha, phd
bioinformatics analyst
whitehead institute for biomedical research
nine cambridge
ANJAN PURKAYASTHA ha scritto:
Most books on R I come across describe running statistical procedures in R.
Any suggestions on a good book that teaches *programming* in R?
Thanks,
Anjan
Here there are a few
http://www.r-project.org/doc/bib/R-books.html
[42] and [79] may be good starting
ANJAN PURKAYASTHA wrote:
Most books on R I come across describe running statistical procedures in R.
Any suggestions on a good book that teaches *programming* in R?
Thanks,
Anjan
The current crop seems to be mainly
Braun Murdoch (2007)
Venables Ripley (2000)
Chambers (2008)
Gentleman
Hi,
ANJAN PURKAYASTHA wrote:
Most books on R I come across describe running statistical procedures in R.
Any suggestions on a good book that teaches *programming* in R?
Thanks,
Anjan
This is being really useful for me...
John M. Chambers (2008) Software for Data Analysis. Programming with
Dylan Beaudette wrote:
Hi,
I was hoping to clarify the exact behavior associated with this incantation:
validate(fit.ols, method='cross', B=50)
Output:
index.orig trainingtest optimism index.corrected n
R-square 0.5612 0.5613 0.5171 0.0442 0.5170 50
MSE
Noah Silverman wrote:
Steve,
That doesn't work.
I just trained an SVM with 80 variables.
svm_model$coefs gives me a list of 10,000 items. My training set is
30,000 examples of 80 variables, so I have no idea what the 10,000
items represent.
There should be some attribute that lists the
Dear all,
Finally, I made it, my RPostgreSQL works. After working through some
tutorials, i was able to plot, get and replace several timeseries.
Still I miss the opportunity (syntax) to add data. Most tutorials are
about: Download some SP data from Yahoo and play around a little.
What I
Hello,
I am working on the frailty model using coxph functions. I am running
some simulations and want to store the variance of frailty (theta)
values from each simulation result. Can anyone help me how to extract
the theta values from the results. I appreciate any help.
Thanks
Shankar
Dear Charlie,
thank you very much for your response. The tikzDevice is a very nice
developing thing. I already tried to create my graphic with this device,
but unfortunately the created *.tex file exceeded the main memory size
of my tex processor. Therefore I tried the classic way of
Dear Paul,
thank you very much for your answer. You are right, pdfFonts() solved
the problem. :-) I also will try to install the fonts on my system.
Thank you!
Greetings,
basil
Paul Murrell wrote:
Hi
Friedericksen Hope wrote:
Hello all,
I am trying to use computer modern fonts in my r
eclipse + StatET
Jonathan Greenberg-2 wrote:
Quick informal poll: what is everyone's favorite text editor for working
with R? I'd like to hear from people who are using editors that have
some level of direct R interface (e.g. Tinn-R, Komodo+SciViews). Thanks!
--j
--
Jonathan
Hello,
I would like to be able to write all files produced on one day to an output
directory with that date stamp, or alternatively stamp the date in the
filename. So that if i run the same code the next day the files will not be
overwritten.
here's what i have to start with:
baseDir = getwd()
Can some one please help me out with this?
Package 'grid' does not have a name space. The lattice package does not
work because of this.
Kind regards,
Theophilus
.
===
The content of this message may contain the private views and
On Sun April 19, you posted the following on R-help:
After installing 2.9.0 I tried loading packages, but keep getting the
following error.
package 'robustbase' successfully unpacked and MD5 sums checked
Error in normalizePath(path) :
path[1]=C:\Program Files\R\R-2.9.0\library/robustbase:
I have read that it is best to select the complexity parameter which
minimises the cross-validated (x) error of the model, but elsewhere I
have read that the optimum cp is the first value on the left above the
'1+SE' line of the complexity paramter plot.
If you plot x=complexity vs y=
Try this:
write.table(test.table, file.path(outputDir, test.table.txt), sep=\t)
On Mon, Aug 31, 2009 at 4:45 AM, suzylee c.me...@sms.ed.ac.uk wrote:
Hello,
I would like to be able to write all files produced on one day to an output
directory with that date stamp, or alternatively stamp
On 31/08/2009 8:53 AM, Haynes, Maurice (NIH/NICHD) [E] wrote:
On Sun April 19, you posted the following on R-help:
After installing 2.9.0 I tried loading packages, but keep getting the following
error.
package 'robustbase' successfully unpacked and MD5 sums checked
Error in
On Mon, 31 Aug 2009 12:25:38 +0200, Jim Lemon j...@bitwrit.com.au wrote:
Liviu Andronic wrote:
Could someone give a brief and subjective overview of ESS. I notice
that many people use it, and many describe it as the tool for the
power user. As far as I'm concerned, I've once again looked at
On Aug 31, 2009, at 1:57 AM, shan...@bios.unc.edu wrote:
Hello,
I am working on the frailty model using coxph function. I am running
some simulations and want to store the variance of frailty (theta)
values from each simulation result. Can anyone help me how to
extract the theta values
On 31-Aug-09 13:18:38, Henrique Dallazuanna wrote:
Try this:
write.table(test.table, file.path(outputDir, test.table.txt),
sep=\t)
That may not work (depending on the platform OS) if the directory
'outputDir' does not already exist (it will not work on Linux).
In that case, first:
On Fri, 28 Aug 2009 16:40:53 +0200, Kevin Wright kw.s...@gmail.com wrote:
On Fri, Aug 28, 2009 at 8:22 AM, Ted Harding
ted.hard...@manchester.ac.ukwrote:
On 28-Aug-09 12:59:24, Esmail wrote:
Perhaps most of you have already seen this?
Vitalie S. wrote:
On Fri, 28 Aug 2009 16:40:53 +0200, Kevin Wright kw.s...@gmail.com wrote:
On Fri, Aug 28, 2009 at 8:22 AM, Ted Harding
ted.hard...@manchester.ac.ukwrote:
On 28-Aug-09 12:59:24, Esmail wrote:
Perhaps most of you have already seen this?
Hi,
On Aug 31, 2009, at 3:32 AM, Noah Silverman wrote:
Steve,
That doesn't work.
Actually, it does :-)
I just trained an SVM with 80 variables.
svm_model$coefs gives me a list of 10,000 items. My training set
is 30,000 examples of 80 variables, so I have no idea what the
10,000
How about:
test.table - matrix ( rnorm ( 25 ) , ncol = 5 )
outputDir = paste (
+ getwd ( )
+ , /OutputData-
+ , Sys.Date ( )
+ , sep =
+ )
dir.create ( outputDir )
write.table (
+ test.table
+ , paste (
+ outputDir
+ , test.table.txt
+ , sep = /
+ )
+ , sep = \t
+
Hi
i´m trying to run a modelo of the form
y(t) = b1 + b2x(t) + b3x(t) + u(t)
and i need to introduce an ar(1) into the equation
can anyone tell me about a reference with an example
thanks again
--
Gaspar
[[alternative HTML version deleted]]
Have a look at the gls() function from the nlme package. The helpfile of gls()
contains an example of an AR1 structure.
HTH,
Thierry
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute
Hi Liviu,
Right now our main project is to continue debugging and polishing the
tikzDevice. After that has proceeded, Cameron and I are planning to turn our
attention to Sweave.
Right now, the tikzDevice can be used from within Sweave by following a
process similar to:
...
\begin{figure}
Thanks Chuck. Interesting suggestion.
Thanks to everyone for the help.
Bill
On Sun, Aug 30, 2009 at 4:59 PM, Charles C. Berrycbe...@tajo.ucsd.edu wrote:
Bill,
prod( cancor( A,B )$cor )
perhaps?
Note that this accounts for linear transformations.
HTH,
Chuck
On Sun, 30 Aug
I just upgraded to Tinn-R 2.3.2.3. Is the above line (see Subject)
going to be echoed back to me everytime I try to send a command to R of
can I stop it? I've also lost my function of arrowing back up to recall
previous commands. Can I get that back?
richard
--
Richard M. Anderson,
Hi everyone,
How can i obtain R2 for SAR model? and how can i validate the results, can i
use the coefficients directly in a simple formula like y=b0+b1*x1+... or do i
have to use the complicated formula for SAR (the one with the weight matrix and
rho and...)?
Thanks for any help!
I could see how that might happen- persp creates many, many small rectangles
which results in a large file size and may operations for the TeX processor
to handle. I was able to compile the example you posted, but due to the
amount of graphic elements, it took a long time ~25 seconds.
If you have
So, you want about 10% of the correlations to be greater than 0.9. And
what about the others? It would be helpful to know why you need this
kind of matrix and what you are going to do with it.
Here is an attempt, based on generating a random variance matrix from
a Wishart distribution and
On Mon, Aug 31, 2009 at 6:36 AM, Terry Therneauthern...@mayo.edu wrote:
SNIP
The authors borrowed so much else from C, the semicolon would have been
good too.
SNIP
I know real R coders will chuckle but I've taken to using semicolons
just because it looks better to my eyes and let's my brain
Hi Schalk,
the heatmap function does not implement two-way joining as far as I know.
It clusters rows and columns independently. However if you find or program
a method that implements two-way joining, you could use the row and column
ordering it returns in your heatmap using the Rowv and Colv
Dear R-list,
Seems simple but have tried multiple approaches, no luck.
I have a list of column names:
Hi,
I think you want %in% instead of ==
see ?%in%
HTH,
baptiste
2009/8/31 AllenL allen.laroc...@gmail.com
Dear R-list,
Seems simple but have tried multiple approaches, no luck.
I have a list of column names:
Hi Allen,
have you tryed:
newDF-sourceDF[,names.species.bio.18]
This will create a new data.frame with only those species you have interest.
By the way, your data.frame is called data? Case yes, avoid this, please.
good luck
milton
On Mon, Aug 31, 2009 at 12:39 PM, AllenL
I have a list of column names:
names.species.bio.18=c(Achimillb,Agrosmitb,Amorcaneb,Andrgerab,Ascltubeb,Elymcanab,Koelcrisb,Lespcapib,Liataspeb,Lupipereb,Monafistb,Panivirgb,Petapurpb,Poaprateb,Querellib,Quermacrb,Schiscopb,Sorgnutab)
I want to select the column numbers which correspond to
On 8/31/2009 11:50 AM, Mark Knecht wrote:
On Mon, Aug 31, 2009 at 6:36 AM, Terry Therneauthern...@mayo.edu wrote:
SNIP
The authors borrowed so much else from C, the semicolon would have been
good too.
SNIP
I know real R coders will chuckle
I'd say cringe, rather than chuckle. This is going
Thanks,
I just remember with RapidMiner, there was always a screen showing the
effective weights assigned to each input variable by the SVM. These
numbers themselves weren't good for much, except they really helped to
visualize the data. It is rather useful to see how much relative weight
On Mon, Aug 31, 2009 at 6:09 AM, Bunny,
lautloscrew.combu...@lautloscrew.com wrote:
Dear all,
Finally, I made it, my RPostgreSQL works. After working through some
tutorials, i was able to plot, get and replace several timeseries.
Still I miss the opportunity (syntax) to add data. Most
This is where a good editor with proper syntactic indentation is helpful.
The first example is Terry's function as indented by ESS. It is very
clear that there are two lines with parallel indentation.
zed - function(x,y,z) {
x + y
+z;
}
The second function is modified to place the + on the
On Mon, Aug 31, 2009 at 10:00 AM, Duncan Murdochmurd...@stats.uwo.ca wrote:
On 8/31/2009 11:50 AM, Mark Knecht wrote:
On Mon, Aug 31, 2009 at 6:36 AM, Terry Therneauthern...@mayo.edu wrote:
SNIP
The authors borrowed so much else from C, the semicolon would have been
good too.
SNIP
I
Jonathan Greenberg-2 wrote:
I am trying to determine the distribution and variance for a classic
stochastic (transition) matrix
I have a few suggestions that I've tried with matrix population models
(so probabilities are survival rates plus dead fates).
# here's a test example
1) Don't call your data.frame data. I will call my example one df.
2) If you want the columns NOT in names.species.bio.18, which is what you said,
then the answer is:
df[!names(df) %in% names.species.bio.18]
Best,
Erik
-Original Message-
From: r-help-boun...@r-project.org
Dear R-Users,
Is anyone aware of a significance test which allows
demonstrating that one distribution dominates another?
Let F(t) and G(t) be two distribution functions, the
alternative hypothesis would be something like:
F(t) = G(t), for all t
null hypothesis: F(t) G(t), for some t.
Best
Look for Russell Davidson's work, e.g. this:
http://www.citeulike.org/user/ctacmo/article/3681756, easily googlable
for more.
On Mon, Aug 31, 2009 at 1:04 PM, Matthias Gondanmatthias-gon...@gmx.de wrote:
Dear R-Users,
Is anyone aware of a significance test which allows
demonstrating that one
Levi
Thanks for the reply, do you know of any function or package that does
contain an implementation of two-way joining? I looked at the biclust
package which implements several other (more modern?) bi-clustering
techniques, but could not find two-way joining.
Schalk Heunis
On Mon, Aug
Hello,
Last week I installed ver 2.9.1 and it worked fine. This morning I have
been working on some simple schemes,
plot(PropHatchedNests$Phatched, PropHatchedNests$MEAN)
abline(lm(PropHatchedNests$Phatched, PropHatchedNests$MEAN))
This oddly produces a box and whiskers plot.
I uninstalled
Dear R-help,
Could someone please try to explain this paradox to me? What is more likely to
show up first in a string of coin tosses, Heads then Tails, or Heads then
Heads?
##generate 2500 strings of random coin flips
ht - replicate(2500,
paste(sample(c(H, T), 100, replace =
On 8/31/2009 2:58 PM, steve_fried...@nps.gov wrote:
Hello,
Last week I installed ver 2.9.1 and it worked fine. This morning I have
been working on some simple schemes,
plot(PropHatchedNests$Phatched, PropHatchedNests$MEAN)
abline(lm(PropHatchedNests$Phatched, PropHatchedNests$MEAN))
This
To All,
Your prompt and helpful replies are most appreciated. I'll be sure to check
out your suggestions.
Cheers,
Anjan
On Mon, Aug 31, 2009 at 8:24 AM, Ottorino-Luca Pantani
ottorino-luca.pant...@unifi.it wrote:
ANJAN PURKAYASTHA ha scritto:
Most books on R I come across describe running
Well,
If the first flip is H, then the HT pattern occurs with the first flip in the
second run (after however long the 1st run of heads is). If the first flip is
T, then the second run will be H's and the HT pattern will be the first flip of
the 3rd run. So the HT pattern will occur after 1
Case starting with H: Pr= 0.5
H first H second
Subcase 1a: Pr= 0.5 * 0.5 = 0.25
H first T second... leads to TH evenually
Subcase 1b: Pr = 0.5 * 0.5 = 0.25
===
Case T first: Pr = 0.5
all subcases lead to TH first
--
David.
On Aug 31, 2009, at 3:16 PM, Erik Iverson
Hello, I would like to plot a large number of graphs (43) in a same window. I
tried wit par(mfrow=c(8,5)), but when I give the code for the plots I
receive a error message saying that the margins are to wide. Can someone
help me? Is it possible to put so many graphs in a single window? Thank you
Hello Forum,
I'm calling C function from R.It is a
small sample trial
program. The C function will accept a string and a integer
and print them.
It is giving error segmentation fault.
Below are the C function, Wrapper code ,R code and
R
output.
Please
I have run a glm with a final formula of : (dependent variable = parasite
load, main effects are sex, month, length and weight, with sex:month and
length:weight first order interactions).
I am using the summary(mod) command to give me the contrasts, which I
believe use the contr.treatment
Dear Charlie,
you are exactly right, I think the amount of rectangles creates the problem.
1. Was it the inclusion of one tikzDevice plot or a series of plots that
caused TeX to run out of memory?
It was a series of plots (also only one created with tikzdevice.
Nevertheless, I created a
Try this:
par(mfrow = c(8,5), mar = c(1, 1, 1, 1))
replicate(40, plot(10))
On Mon, Aug 31, 2009 at 4:39 PM, swertie v_coudr...@voila.fr wrote:
Hello, I would like to plot a large number of graphs (43) in a same window.
I
tried wit par(mfrow=c(8,5)), but when I give the code for the plots I
Part of my issue was that I was not answering my original question. What is
more likely to show up first, HT or HH? The answer to that turns out to be
neither, or identical chances.
ht - replicate(2500,
paste(sample(c(H, T), 100, replace = TRUE),
collapse
Hi,
Perhaps you should try just passing in two integers to some toy C
function just to make sure all the plumbing is correct before you play
with strings/char arrays.
In any case, some comments inline:
On Aug 31, 2009, at 11:42 AM, naresh kumar wrote:
Hello Forum,
I'm calling C
It gets even more interesting when you ask about which
of 2 triples of head/tail sequences appears first in an
infinite sequence of heads and tails. Martin Gardiner
wrote about this in the early 1970's
Martin Gardner, Mathematical Games: The Paradox of the Nontransitive
Dice and the Elusive
Dear all,
somehow i am still stuck trying to add data to some existing ts data.
If some new periodical becomes available, i´d like to add these data
to my existing ts object respectively my database. I just want to add
some new data at the end of my ts.
But how can I do this? Dont know why
For those interested, the original puzzle was detailed in a TED presentation
by Peter Donnelly, which you can see at blog.revolution-computing.com here:
http://bit.ly/2l0ZwS
The original problem was: which coin-toss sequence do you expect to see
first, HTH or HTT? Peter's explanation comes at
In Control Charts, for an Individual graph, how can you manually set a
UCL or LCL value?
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
I recommend you skim the Chambers book at Google Books or Amazon before
buying it as a guide to programming in R.
It is a fascinating book, but is more a discursive reflection on the history
and philosophy of R than a practical guide to programming in R. It
certainly explains the rationale for
Try this:
x - ts(1:5); x
Time Series:
Start = 1
End = 5
Frequency = 1
[1] 1 2 3 4 5
ts(c(x, 6), start = start(x), frequency = frequency(x))
Time Series:
Start = 1
End = 6
Frequency = 1
[1] 1 2 3 4 5 6
On Mon, Aug 31, 2009 at 4:58 PM, Bunny,
lautloscrew.combu...@lautloscrew.com wrote:
Dear
Hi all,
I'm using the ssanova function from the gss package to fit smoothing spline
anovas, and am running into some difficulty.
For my data, I have measurements at 2 milisecond intervals for every
observation. Every observation does not have the same duration, so I have
scaled the times for
Hello,
I want to start testing using the MNP probit function in stead of the
lrm function in my current experiment.
I have one dependant label and two independent varaibles.
The lrm is simple
model - lrm(label ~ val1 + val2)
I tried the same thing with the mnp function and got an error
On Mon, 31 Aug 2009, Noah Silverman wrote:
Hello,
I want to start testing using the MNP probit function in stead of the lrm
function in my current experiment.
I have one dependant label and two independent varaibles.
The lrm is simple
model - lrm(label ~ val1 + val2)
I tried the same
Thanks Achim,
I discovered the Journal article just after posting this question. It
did help explain more.
My original inspiration for looking at this package came from a seminar
summary given in 2002. Unfortunately , I can not find any actual
published paper or lecture notes that explain
This programme
for(T in 1:3){
for(j in 1:(5-1)){
for(k in (j+1):5){
for(l in (j+2):5){
print(paste(1 JKL:, j,k,l,sep= ))
}
}
}
}
Prints out (among other things)
[1] 1 JKL: 4 5 6
That is for(l in (j+2):5) sets l to 6 one more than the upper limit.
cheers
Worik
Answer: No.
On Tue, 1 Sep 2009, Worik R wrote:
This programme
for(T in 1:3){
for(j in 1:(5-1)){
for(k in (j+1):5){
for(l in (j+2):5){
print(paste(1 JKL:, j,k,l,sep= ))
}
}
}
}
Prints out (among other things)
[1] 1 JKL: 4 5 6
That is for(l in (j+2):5) sets l to 6 one
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